BOT: Interbank Transaction Volume, Rates, and Amount Outstanding

As of: 21-Dec-2017

                                                        Interest Rate             Oustanding Outstanding
                               Volume        min        max      mode    weighted   Original         TTM
                           (mil.Baht)                                     average   Maturity  (mil.baht)

O/N                            51,710    1.40000    1.49500    1.48000    1.45889    51,710    51,710
T/N                                 0    0.00000    0.00000    0.00000    0.00000         0         0
Call                                0    0.00000    0.00000    0.00000    0.00000         0         0
Total                             500    1.48000    1.48000    1.48000    1.48000       500       500
less than 1 month (not
 incl. of O/N,T/N,call)1/      52,210    0.00000    0.00000    0.00000    0.00000    52,210    52,210
1 month 2/                     10,250    1.45000    1.50000    1.49500    1.48822    30,500    35,390
2 month 3/                          0    0.00000    0.00000    0.00000    0.00000         0     2,350
3 month 4/                          0    0.00000    0.00000    0.00000    0.00000     2,190     3,800
6 month 5/                          0    0.00000    0.00000    0.00000    0.00000    11,450     5,000
9 month 6/                          0    0.00000    0.00000    0.00000    0.00000     2,400         0
12 month 7/                         0    0.00000    0.00000    0.00000    0.00000         0         0
Total Term Transactions             0    0.00000    0.00000    0.00000    0.00000         0         0
Grand Total                    10,250    0.00000    0.00000    0.00000    0.00000    46,540    46,540
Remark:
1/ Overnight Forward Start transaction data start on August,1 2016 onward

Source: Bank of Thailand